Financial Mathematics
From MaRDI portal
Publication:5140569
DOI10.1201/9780429503665zbMath1465.91001MaRDI QIDQ5140569
R. N. Makarov, Giuseppe Campolieti
Publication date: 16 December 2020
Full work available at URL: https://doi.org/10.1201/9780429503665
portfolio management; elementary probability theory; derivative pricing theory; discrete-time financial theory
91G60: Numerical methods (including Monte Carlo methods)
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G20: Derivative securities (option pricing, hedging, etc.)
91G10: Portfolio theory
91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
91Gxx: Actuarial science and mathematical finance
